+17.0%
KDP vs STLD
+255.4%
-238.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +2.2% | -11.1% | +13.3% | +3.1% |
| 30D | +19.9% | -4.8% | +24.7% | +20.3% |
| 3M | +21.5% | -14.6% | +36.0% | +22.7% |
| 6M | +30.1% | -7.4% | +37.5% | +30.4% |
| YTD | +34.9% | +32.6% | +2.4% | +31.3% |
| 1Y | +43.4% | +47.3% | -3.9% | +38.3% |
| 3Y | +29.1% | +107.5% | -78.5% | +19.5% |
| All | +17.0% | +255.4% | -238.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling